Anic Equity¶

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Total return since start: 0.692 %¶

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Equity now: -----------------------------> 51680.44 Kr¶

Max Equity ever reached: ------------> 51692.85 Kr¶

Portfolio value: --------------------------> 47786.42 Kr¶

PnL: ---------------------------------------> -606.15 Kr¶

DD now: ---------------------------------> -0.024 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 15:09:41.976087'

Anic Portfolio¶

Today¶

Return: 8.739 %¶

This Week¶

Return: 8.739 %¶

Total¶

Return: 69.188 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.640000 3120.000000 193.000000 6.590000 2927.000000
HMS Networks 2 0.000000 780.000000 107.000000 15.900000 673.000000
Nordea Bank Abp 29 0.840000 3544.380000 90.380000 2.620000 3453.999992
HEBA B 70 -3.360000 2716.000000 80.000000 3.030000 2636.000010
SAAB B 8 0.050000 3421.600000 44.600000 1.320000 3377.000000
MedCap 2 -0.430000 465.000000 44.000000 10.450000 421.000000
Resurs Holding 22 -0.790000 605.220000 31.220000 5.440000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -5.950000 384.100000 29.100000 8.200000 355.000000
Swedbank A 3 0.480000 592.200000 28.200000 5.000000 564.000000
AcadeMedia 12 0.870000 584.400000 27.400000 4.920000 557.000004
OEM International B 7 0.130000 548.100000 20.100000 3.810000 527.999997
Fasadgruppen Group 38 3.800000 4157.200000 17.400000 0.420000 4139.799990
Intrum 4 -0.730000 544.000000 17.000000 3.230000 527.000000
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Norva24 Group 16 -0.910000 554.880000 11.880000 2.190000 543.000000
Securitas B 6 -1.570000 578.760000 8.760000 1.540000 570.000000
Fastighetsbolag. Emilshus Pref 21 -1.280000 568.050000 6.050000 1.080000 562.000005
Karnov Group 9 -0.990000 540.000000 4.000000 0.750000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -2.890000 249.600000 3.600000 1.460000 246.000000
Corem Property Group B 59 -5.430000 580.270000 3.270000 0.570000 576.999999
Creaspac SPAC 6 -0.210000 580.200000 3.200000 0.550000 577.000002
Coor Service Management Hold. 8 -1.780000 531.200000 -0.800000 -0.150000 532.000000
Handelsbanken A 5 0.510000 543.000000 -3.000000 -0.550000 546.000000
Midsona B 63 0.330000 569.520000 -13.480000 -2.310000 582.999984
Boozt 12 -2.160000 1634.400000 -19.600000 -1.190000 1653.999996
CTEK 13 -0.510000 507.000000 -27.000000 -5.060000 533.999999
Essity B 2 1.910000 544.600000 -29.400000 -5.120000 574.000000
Sampo Oyj SDB 7 1.020000 3818.500000 -31.500000 -0.820000 3850.000000
International Petroleum Corp. 5 -2.700000 558.500000 -36.070000 -6.070000 594.565215
Vivesto 1368 0.740000 558.140000 -54.860000 -8.950000 612.999432
Essity A 4 1.860000 1094.000000 -55.000000 -4.790000 1149.000000
Beijer Electronics Group 26 4.490000 2906.800000 -64.200000 -2.160000 2971.000006
OX2 18 0.930000 1458.900000 -205.100000 -12.330000 1663.999992
Axfood 15 1.720000 4069.500000 -229.300000 -5.330000 4298.800005
Ovzon 64 -1.500000 3372.800000 -621.600000 -15.560000 3994.400000
TOTAL 47786.420000 -606.150000 -0.02401% 48392.564630

Updated:¶

'2023-01-30 15:09:54.654968'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶